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MF_120616

ICICI Prudential Conservative Hybrid Fund - Direct Plan - Growth

Hybrid Schemes - Conservative Hybrid Fund

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End Amount
₹37,472.87
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
10.02%
MF_120616 Return
Benchmark CAGR
11.55%
Nifty 50
Inflation Adj. CAGR
4.93%
Real Annualized Return
Alpha
0.02
Excess Return vs Benchmark
Beta
0.24
Volatility vs Benchmark
Sharpe Ratio
0.87
Risk-Adjusted Return
Sortino Ratio
1.42
Downside Risk-Adjusted
Parameters (amount, dates, benchmark) can be changed by clicking the Change Settings button or dropdown above. Click to expand
₹
Capital is parked in this source symbol and transferred monthly into the target.
Interval in months to rebalance portfolio constituents (for portfolio strategies).
Calculate and show 3Yr, 5Yr, 7Yr, and 10Yr rolling monthly return correlations across symbols (disabled by default for faster backtests).
Performance Chart
Win Ratios against Benchmark: Nifty 50
Period Win Ratio (%) Avg Win over Benchmark (%) Avg Loss over Benchmark (%)
30 days 46% 23% 50%
60 days 43% 18% 30%
90 days 43% 16% 24%
180 days 42% 11% 15%
1Yr 43% 7% 11%
3Yr 31% 2% 5%
5Yr 19% 2% 4%
7Yr 9% 1% 3%
10Yr 0% 0% 3%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period ICICI Prudential Conservative Hybrid Fund - Direct Plan - Growth Nifty 50
30 days -5.8% | -20.3% | 11.0% | 48.7% 26.6% | -61.9% | 14.2% | 180.7%
60 days -9.0% | -14.6% | 10.9% | 37.4% -23.0% | -45.3% | 16.8% | 120.0%
90 days -8.8% | -10.5% | 10.3% | 33.9% -25.0% | -37.7% | 15.4% | 102.4%
1 Year 1.0% | 2.8% | 10.2% | 23.9% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 8.5% | 7.1% | 10.3% | 15.2% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 7.8% | 8.3% | 10.3% | 12.8% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 9.1% | 9.5% | 10.1% | 12.1% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 9.1% | 9.3% | 10.5% | 11.5% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 3 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
May 17, 2013 Oct. 31, 2013 167 days 8% Nifty 50: 14% 10327 9493 10336
Oct. 20, 2015 April 1, 2016 164 days 5% Nifty 50: 16% 14021 13276 14039
Feb. 20, 2020 July 4, 2020 135 days 9% Nifty 50: 37% 21105 19238 21160